实盘模拟 · 日报 2026-10-15

📉 市场状态：熊市（2026-10-15 · 三指数投票 {'熊': 3}）
指数收盘MA20MA60MA250近20日近60日判定
上证指数3,707.483,858.653,885.023,989.65-6.18%-6.27%熊市
沪深3004,166.014,404.784,551.734,665.6-8.89%-12.97%熊市
中证10006,678.657,371.367,443.817,865.66-12.68%-14.57%熊市

全策略实时指标（1 个策略）

账户策略类型最新净值累计收益夏普(年化)最大回撤样本天数
portfolio防御版core_portfolio(组合)组合¥5,000,000+0.00%——0

夏普/回撤基于 nav 历史净值序列实时计算；样本天数不足 2 天时显示 —。

账户总览（1 个账户）

防御版core_portfolio(组合) · 组合
¥5,000,000
现金 ¥5,000,000 / 持仓 ¥0
+0.00%

当日成交（点击展开明细）

▶当日成交—0 笔费用 ¥0

（无成交）

待执行挂单（次日开盘价成交，点击展开交易信号）

▶独立策略-非流动性amihud(#19)amihud买1212 笔¥488,939
说明: 非流动性Amihud(#19) · 权重 100.0% · 持仓 14 只 · 信号日 2026-10-14
方向代码名称股数价格金额
买入002463.SZ沪电股份300115.880¥34,764
买入002466.SZ天齐锂业1,00040.690¥40,690
买入300433.SZ蓝思科技1,30030.040¥39,052
买入300939.SZ秋田微20098.340¥19,668
买入301128.SZ强瑞技术30099.780¥29,934
买入600026.SH中远海能2,40022.620¥54,288
买入600036.SH招商银行1,20041.710¥50,052
买入600186.SH莲花控股3,70011.460¥42,402
买入600707.SH彩虹股份4,9009.150¥44,835
买入601318.SH中国平安90052.670¥47,403
买入603259.SH药明康德300162.000¥48,600
买入603938.SH三孚股份90041.390¥37,251
▶独立策略-分析师上调Top30analyst买2626 笔¥774,740
说明: 研报目标价Top30 · 权重 100.0% · 持仓 27 只 · 信号日 2026-10-14
方向代码名称股数价格金额
买入000973.SZ佛塑科技2,80011.870¥33,236
买入001301.SZ尚太科技60046.380¥27,828
买入002245.SZ蔚蓝锂芯1,80016.350¥29,430
买入002497.SZ雅化集团1,90015.720¥29,868
买入002709.SZ天赐材料1,00032.690¥32,689
买入002812.SZ恩捷股份70045.840¥32,088
买入300438.SZ鹏辉能源60049.380¥29,628
买入300469.SZ信息发展60050.670¥30,402
买入300580.SZ贝斯特1,80017.350¥31,230
买入300617.SZ安靠智电90034.220¥30,798
买入300750.SZ宁德时代100286.750¥28,675
买入300763.SZ锦浪科技50053.340¥26,670
买入301232.SZ飞沃科技30077.200¥23,160
买入301358.SZ湖南裕能50051.200¥25,600
买入301631.SZ壹连科技40057.820¥23,128
买入600882.SH妙可蓝多1,90019.210¥36,499
买入601633.SH长城汽车2,60013.410¥34,866
买入603324.SH盛剑科技1,20023.550¥28,260
买入603659.SH璞泰来1,40021.860¥30,604
买入603861.SH白云电器3,30011.000¥36,300
买入603876.SH鼎胜新材1,80017.120¥30,816
买入605286.SH同力天启1,30025.200¥32,760
买入605499.SH东鹏饮料300113.040¥33,912
买入688249.SH晶合集成90030.010¥27,009
买入688411.SH海博思创100163.800¥16,380
买入689009.SH九号公司90036.560¥32,904
▶独立策略-债券ETF(511260)bond买11 笔¥997,001
说明: 10年国债ETF(静态) · 权重 100.0% · 持仓 1 只 · 信号日 2026-10-15
方向代码名称股数价格金额
买入511260.SH国泰上证10年期国债ETF7,400134.730¥997,001
▶独立策略-dv_ttm×低关注复合(#58)composite买2020 笔¥579,332
说明: dv_ttm×低关注复合(#58) · 权重 100.0% · 持仓 20 只 · 信号日 2026-10-14
方向代码名称股数价格金额
买入001323.SZ慕思股份1,60018.640¥29,824
买入002592.SZST八菱4,5006.140¥27,630
买入002884.SZ凌霄泵业1,80015.360¥27,648
买入300994.SZ久祺股份2,60011.370¥29,561
买入301088.SZ戎美股份2,20013.530¥29,766
买入600817.SH宇通重工2,9009.850¥28,565
买入600861.SH北京人力2,30012.810¥29,463
买入600983.SH惠而浦4,0007.500¥30,000
买入601686.SH友发集团5,9005.020¥29,617
买入603062.SH麦加芯彩70037.590¥26,313
买入603167.SH渤海轮渡3,6008.000¥28,800
买入603515.SH欧普照明2,00014.870¥29,740
买入603551.SH奥普科技3,1009.490¥29,419
买入603566.SH普莱柯2,90010.180¥29,522
买入603569.SH长久物流5,2005.920¥30,784
买入603706.SH东方环宇1,70017.560¥29,851
买入603788.SH宁波高发1,90015.000¥28,500
买入605266.SH健之佳1,90016.060¥30,513
买入688526.SH科前生物2,30012.290¥28,266
买入688606.SH奥泰生物50051.100¥25,550
▶独立策略-转债双低DoubleLow(#5)dblow买1313 笔¥645,538
说明: 转债双低DoubleLow(#5) · 权重 100.0% · 持仓 13 只 · 信号日 2026-10-12
方向代码名称股数价格金额
买入110087.SH天业转债430119.384¥51,335
买入110092.SH三房转债50073.208¥36,604
买入118020.SH芳源转债440116.668¥51,333
买入118022.SH锂科转债440115.509¥50,823
买入118027.SH宏图转债440106.487¥46,854
买入118031.SH天23转债450116.497¥52,423
买入118034.SH晶能转债460114.615¥52,722
买入123175.SZ百畅转债450112.551¥50,647
买入127025.SZ冀东转债450105.840¥47,628
买入127030.SZ盛虹转债430113.506¥48,807
买入127033.SZ中装转255089.726¥49,349
买入127061.SZ美锦转债450108.400¥48,780
买入127103.SZ东南转债440132.348¥58,233
▶独立策略-红利dv_ttm Top20dvttm买1414 笔¥642,658
说明: 红利dv_ttm Top20 · 权重 100.0% · 持仓 14 只 · 信号日 2026-10-14
方向代码名称股数价格金额
买入000001.SZ平安银行4,10011.780¥48,298
买入000333.SZ美的集团50081.740¥40,870
买入000651.SZ格力电器1,30038.320¥49,816
买入000703.SZ恒逸石化2,60016.290¥42,354
买入000858.SZ五粮液70070.140¥49,098
买入301047.SZ义翘神州200147.770¥29,554
买入600016.SH民生银行14,1003.540¥49,914
买入600036.SH招商银行1,20041.710¥50,052
买入600919.SH江苏银行3,90012.570¥49,023
买入601166.SH兴业银行2,70018.240¥49,247
买入601318.SH中国平安80052.670¥42,136
买入601328.SH交通银行4,2007.830¥32,886
买入601857.SH中国石油5,00011.590¥57,950
买入601919.SH中远海控3,10016.600¥51,460
▶独立策略-跨资产ETF双动量(top3月频)etf_rotation买33 笔¥998,662
说明: 跨资产ETF双动量(top3月频) · 权重 100.0% · 持仓 3 只 · 信号日 2026-10-15
方向代码名称股数价格金额
买入512400.SH南方中证申万有色金属ETF206,9001.605¥332,074
买入513100.SH国泰纳斯达克100ETF(QDII)140,4002.374¥333,309
买入513500.SH博时标普500ETF(QDII)123,3002.703¥333,279
▶独立策略-黄金ETF(518880静态)gold买11 笔¥999,932
说明: 黄金ETF(518880,静态) · 权重 100.0% · 持仓 1 只 · 信号日 2026-10-15
方向代码名称股数价格金额
买入518880.SH华安易富黄金ETF118,0008.474¥999,932
▶独立策略-低振幅Top20(regime)lowamp买2020 笔¥570,523
说明: 低振幅Top20(regime) · 权重 100.0% · 持仓 22 只 · 信号日 2026-10-14
方向代码名称股数价格金额
买入000016.SZ*ST康佳A12,0002.460¥29,520
买入000028.SZ国药一致1,50019.750¥29,625
买入000538.SZ云南白药50050.890¥25,445
买入000541.SZ佛山照明6,3004.910¥30,933
买入000858.SZ五粮液30070.140¥21,042
买入000885.SZ城发环境2,50011.740¥29,350
买入000958.SZ电投产融5,8004.990¥28,942
买入002884.SZ凌霄泵业1,80015.360¥27,648
买入600029.SH南方航空5,9004.810¥28,378
买入600079.SHST人福1,60019.180¥30,688
买入600285.SH羚锐制药1,60019.080¥30,527
买入600332.SH白云山1,50019.690¥29,535
买入600600.SH青岛啤酒50050.420¥25,210
买入600905.SH三峡能源8,1003.530¥28,593
买入601158.SH重庆水务7,4004.040¥29,896
买入601186.SH中国铁建5,0006.060¥30,299
买入601456.SH国联民生3,4008.380¥28,492
买入601669.SH中国电建6,4004.580¥29,312
买入601878.SH浙商证券3,2008.840¥28,288
买入603167.SH渤海轮渡3,6008.000¥28,800
▶独立策略-低关注度LowAttention(#17)lowatt买2020 笔¥576,021
说明: 低关注度LowAttention(#17) · 权重 100.0% · 持仓 21 只 · 信号日 2026-10-14
方向代码名称股数价格金额
买入002227.SZ*ST特迅4,5006.400¥28,800
买入002485.SZST雪发5,0006.030¥30,150
买入002691.SZ*ST冀凯6,4004.000¥25,600
买入002883.SZ*ST中设3,1009.090¥28,179
买入300091.SZ*ST金灵12,3002.360¥29,028
买入300205.SZ*ST天喻5,9004.860¥28,674
买入300462.SZST华铭2,60011.660¥30,316
买入300555.SZST路通2,20012.280¥27,016
买入600107.SH*ST尔雅5,4005.620¥30,348
买入600289.SHST信通6,9004.830¥33,327
买入600365.SHST通葡10,3002.860¥29,458
买入600423.SH*ST柳化10,8002.670¥28,836
买入600543.SH*ST莫高7,1004.070¥28,897
买入603062.SH麦加芯彩70037.590¥26,313
买入603869.SHST智知3,3008.400¥27,720
买入605199.SHST葫芦娃5,0005.830¥29,150
买入688184.SHST帕瓦2,80010.900¥30,520
买入688459.SH哈铁科技3,6008.200¥29,519
买入688570.SH天玛智控2,00014.310¥28,620
买入688606.SH奥泰生物50051.100¥25,550
▶独立策略-低YTM转债Top20lowytm买1717 笔¥833,277
说明: 低价高YTM转债Top20 · 权重 100.0% · 持仓 17 只 · 信号日 2026-10-12
方向代码名称股数价格金额
买入110075.SH南航转债460106.450¥48,967
买入110081.SH闻泰转债480100.586¥48,281
买入110092.SH三房转债67073.208¥49,049
买入110095.SH双良转债390111.653¥43,544
买入113049.SH长汽转债460106.141¥48,824
买入113616.SH韦尔转债450109.571¥49,306
买入113633.SH科沃转债440110.960¥48,822
买入118027.SH宏图转债520106.487¥55,373
买入123071.SZ天能转债430114.882¥49,399
买入123090.SZ三诺转债440111.656¥49,128
买入123117.SZ健帆转债450109.461¥49,257
买入127025.SZ冀东转债460105.840¥48,686
买入127027.SZ能化转债450110.135¥49,560
买入127033.SZ中装转255089.726¥49,349
买入127049.SZ希望转2440108.072¥47,551
买入127061.SZ美锦转债450108.400¥48,780
买入128135.SZ洽洽转债430114.888¥49,401
▶独立策略-PE历史分位Top20(中性化)pe买1616 笔¥659,935
说明: PE历史分位Top20(中性化) · 权重 100.0% · 持仓 16 只 · 信号日 2026-10-14
方向代码名称股数价格金额
买入000100.SZTCL科技11,0004.630¥50,930
买入000620.SZ盈新发展16,9003.020¥51,038
买入002050.SZ三花智控1,40033.940¥47,516
买入002636.SZ金安国纪50079.630¥39,815
买入300058.SZ蓝色光标4,50012.050¥54,225
买入300395.SZ菲利华50090.440¥45,220
买入300456.SZ赛微电子1,30033.060¥42,978
买入300475.SZ香农芯创200144.980¥28,995
买入300476.SZ胜宏科技200206.230¥41,246
买入300657.SZ弘信电子1,50031.180¥46,770
买入300903.SZ科翔股份40095.600¥38,240
买入300975.SZ商络电子1,90022.260¥42,294
买入600309.SH万华化学10069.790¥6,979
买入600601.SH方正科技3,80012.650¥48,070
买入601138.SH工业富联70055.690¥38,983
买入688525.SH佰维存储200183.180¥36,636
▶防御版core_portfolio(组合)买96 · 8 个成员96 笔¥4,008,203
▶analyst买1616 笔¥54,126
说明: 研报目标价Top30 · 权重 2.7% · 持仓 27 只 · 信号日 2026-10-14
方向代码名称股数价格金额
买入000973.SZ佛塑科技30011.870¥3,560
买入002245.SZ蔚蓝锂芯20016.350¥3,270
买入002497.SZ雅化集团20015.720¥3,144
买入002709.SZ天赐材料10032.690¥3,269
买入002812.SZ恩捷股份10045.840¥4,584
买入300580.SZ贝斯特20017.350¥3,470
买入300617.SZ安靠智电10034.220¥3,422
买入600882.SH妙可蓝多20019.210¥3,842
买入601633.SH长城汽车30013.410¥4,023
买入603324.SH盛剑科技10023.550¥2,355
买入603659.SH璞泰来10021.860¥2,186
买入603861.SH白云电器40011.000¥4,400
买入603876.SH鼎胜新材20017.120¥3,424
买入605286.SH同力天启10025.200¥2,520
买入688249.SH晶合集成10030.010¥3,001
买入689009.SH九号公司10036.560¥3,656
▶bond买11 笔¥2,546,397
说明: 10年国债ETF(静态) · 权重 51.1% · 持仓 1 只 · 信号日 2026-10-15
方向代码名称股数价格金额
买入511260.SH国泰上证10年期国债ETF18,900134.730¥2,546,397
▶composite买2020 笔¥188,253
说明: dv_ttm×低关注复合(#58) · 权重 5.5% · 持仓 20 只 · 信号日 2026-10-14
方向代码名称股数价格金额
买入001323.SZ慕思股份40018.640¥7,456
买入002592.SZST八菱1,2006.140¥7,368
买入002884.SZ凌霄泵业1,70015.360¥26,112
买入300994.SZ久祺股份70011.370¥7,958
买入301088.SZ戎美股份60013.530¥8,118
买入600817.SH宇通重工8009.850¥7,880
买入600861.SH北京人力60012.810¥7,686
买入600983.SH惠而浦1,1007.500¥8,250
买入601686.SH友发集团1,6005.020¥8,031
买入603062.SH麦加芯彩20037.590¥7,518
买入603167.SH渤海轮渡3,3008.000¥26,400
买入603515.SH欧普照明50014.870¥7,435
买入603551.SH奥普科技8009.490¥7,592
买入603566.SH普莱柯70010.180¥7,126
买入603569.SH长久物流1,4005.920¥8,288
买入603706.SH东方环宇40017.560¥7,023
买入603788.SH宁波高发50015.000¥7,500
买入605266.SH健之佳50016.060¥8,029
买入688526.SH科前生物60012.290¥7,373
买入688606.SH奥泰生物10051.100¥5,110
▶dvttm买1313 笔¥289,381
说明: 红利dv_ttm Top20 · 权重 9.2% · 持仓 14 只 · 信号日 2026-10-14
方向代码名称股数价格金额
买入000001.SZ平安银行1,80011.780¥21,204
买入000333.SZ美的集团20081.740¥16,347
买入000651.SZ格力电器60038.320¥22,992
买入000703.SZ恒逸石化1,20016.290¥19,548
买入000858.SZ五粮液50070.140¥35,070
买入600016.SH民生银行6,5003.540¥23,010
买入600036.SH招商银行50041.710¥20,855
买入600919.SH江苏银行1,80012.570¥22,626
买入601166.SH兴业银行1,20018.240¥21,887
买入601318.SH中国平安40052.670¥21,068
买入601328.SH交通银行1,9007.830¥14,877
买入601857.SH中国石油2,30011.590¥26,657
买入601919.SH中远海控1,40016.600¥23,240
▶etf_rotation买33 笔¥282,127
说明: 跨资产ETF双动量(top3月频) · 权重 5.7% · 持仓 3 只 · 信号日 2026-10-15
方向代码名称股数价格金额
买入512400.SH南方中证申万有色金属ETF58,6001.605¥94,053
买入513100.SH国泰纳斯达克100ETF(QDII)39,6002.374¥94,010
买入513500.SH博时标普500ETF(QDII)34,8002.703¥94,064
▶lowamp买1717 笔¥309,287
说明: 低振幅Top20(regime) · 权重 12.7% · 持仓 22 只 · 信号日 2026-10-14
方向代码名称股数价格金额
买入000016.SZ*ST康佳A7,6002.460¥18,696
买入000028.SZ国药一致90019.750¥17,775
买入000538.SZ云南白药30050.890¥15,267
买入000541.SZ佛山照明4,0004.910¥19,640
买入000885.SZ城发环境1,60011.740¥18,784
买入000958.SZ电投产融3,7004.990¥18,463
买入600029.SH南方航空3,8004.810¥18,278
买入600079.SHST人福1,00019.180¥19,180
买入600285.SH羚锐制药1,00019.080¥19,080
买入600332.SH白云山90019.690¥17,721
买入600600.SH青岛啤酒30050.420¥15,126
买入600905.SH三峡能源5,1003.530¥18,003
买入601158.SH重庆水务4,7004.040¥18,988
买入601186.SH中国铁建3,2006.060¥19,392
买入601456.SH国联民生2,2008.380¥18,436
买入601669.SH中国电建4,1004.580¥18,778
买入601878.SH浙商证券2,0008.840¥17,680
▶lowytm买1717 笔¥273,934
说明: 低价高YTM转债Top20 · 权重 6.7% · 持仓 17 只 · 信号日 2026-10-12
方向代码名称股数价格金额
买入110075.SH南航转债150106.450¥15,967
买入110081.SH闻泰转债160100.586¥16,093
买入110092.SH三房转债22073.208¥16,105
买入110095.SH双良转债130111.653¥14,514
买入113049.SH长汽转债150106.141¥15,921
买入113616.SH韦尔转债150109.571¥16,435
买入113633.SH科沃转债150110.960¥16,644
买入118027.SH宏图转债170106.487¥18,102
买入123071.SZ天能转债140114.882¥16,083
买入123090.SZ三诺转债140111.656¥15,631
买入123117.SZ健帆转债150109.461¥16,419
买入127025.SZ冀东转债150105.840¥15,876
买入127027.SZ能化转债150110.135¥16,520
买入127033.SZ中装转218089.726¥16,150
买入127049.SZ希望转2140108.072¥15,130
买入127061.SZ美锦转债150108.400¥16,260
买入128135.SZ洽洽转债140114.888¥16,084
▶pe买99 笔¥64,698
说明: PE历史分位Top20(中性化) · 权重 3.4% · 持仓 16 只 · 信号日 2026-10-14
方向代码名称股数价格金额
买入000100.SZTCL科技1,8004.630¥8,334
买入000620.SZ盈新发展2,8003.020¥8,456
买入002050.SZ三花智控20033.940¥6,788
买入300058.SZ蓝色光标70012.050¥8,435
买入300456.SZ赛微电子20033.060¥6,612
买入300657.SZ弘信电子20031.180¥6,236
买入300975.SZ商络电子30022.260¥6,678
买入600601.SH方正科技60012.650¥7,590
买入601138.SH工业富联10055.690¥5,569
▶含黄金的core_portfolio(组合,8成员dd_inverse)买96 · 9 个成员96 笔¥4,039,363
▶analyst买1515 笔¥49,542
说明: 研报目标价Top30 · 权重 2.6% · 持仓 27 只 · 信号日 2026-10-14
方向代码名称股数价格金额
买入000973.SZ佛塑科技30011.870¥3,560
买入002245.SZ蔚蓝锂芯20016.350¥3,270
买入002497.SZ雅化集团20015.720¥3,144
买入002709.SZ天赐材料10032.690¥3,269
买入300580.SZ贝斯特20017.350¥3,470
买入300617.SZ安靠智电10034.220¥3,422
买入600882.SH妙可蓝多20019.210¥3,842
买入601633.SH长城汽车30013.410¥4,023
买入603324.SH盛剑科技10023.550¥2,355
买入603659.SH璞泰来10021.860¥2,186
买入603861.SH白云电器40011.000¥4,400
买入603876.SH鼎胜新材20017.120¥3,424
买入605286.SH同力天启10025.200¥2,520
买入688249.SH晶合集成10030.010¥3,001
买入689009.SH九号公司10036.560¥3,656
▶bond买11 笔¥2,452,086
说明: 10年国债ETF(静态) · 权重 49.0% · 持仓 1 只 · 信号日 2026-10-15
方向代码名称股数价格金额
买入511260.SH国泰上证10年期国债ETF18,200134.730¥2,452,086
▶composite买2020 笔¥181,951
说明: dv_ttm×低关注复合(#58) · 权重 5.3% · 持仓 20 只 · 信号日 2026-10-14
方向代码名称股数价格金额
买入001323.SZ慕思股份40018.640¥7,456
买入002592.SZST八菱1,2006.140¥7,368
买入002884.SZ凌霄泵业1,60015.360¥24,576
买入300994.SZ久祺股份60011.370¥6,821
买入301088.SZ戎美股份60013.530¥8,118
买入600817.SH宇通重工7009.850¥6,895
买入600861.SH北京人力60012.810¥7,686
买入600983.SH惠而浦1,0007.500¥7,500
买入601686.SH友发集团1,5005.020¥7,529
买入603062.SH麦加芯彩20037.590¥7,518
买入603167.SH渤海轮渡3,2008.000¥25,600
买入603515.SH欧普照明50014.870¥7,435
买入603551.SH奥普科技8009.490¥7,592
买入603566.SH普莱柯70010.180¥7,126
买入603569.SH长久物流1,3005.920¥7,696
买入603706.SH东方环宇40017.560¥7,023
买入603788.SH宁波高发50015.000¥7,500
买入605266.SH健之佳50016.060¥8,029
买入688526.SH科前生物60012.290¥7,373
买入688606.SH奥泰生物10051.100¥5,110
▶dvttm买1313 笔¥272,732
说明: 红利dv_ttm Top20 · 权重 8.9% · 持仓 14 只 · 信号日 2026-10-14
方向代码名称股数价格金额
买入000001.SZ平安银行1,80011.780¥21,204
买入000333.SZ美的集团20081.740¥16,347
买入000651.SZ格力电器50038.320¥19,160
买入000703.SZ恒逸石化1,10016.290¥17,919
买入000858.SZ五粮液50070.140¥35,070
买入600016.SH民生银行6,2003.540¥21,948
买入600036.SH招商银行50041.710¥20,855
买入600919.SH江苏银行1,70012.570¥21,369
买入601166.SH兴业银行1,20018.240¥21,887
买入601318.SH中国平安30052.670¥15,801
买入601328.SH交通银行1,8007.830¥14,094
买入601857.SH中国石油2,20011.590¥25,498
买入601919.SH中远海控1,30016.600¥21,580
▶etf_rotation买33 笔¥271,521
说明: 跨资产ETF双动量(top3月频) · 权重 5.4% · 持仓 3 只 · 信号日 2026-10-15
方向代码名称股数价格金额
买入512400.SH南方中证申万有色金属ETF56,4001.605¥90,522
买入513100.SH国泰纳斯达克100ETF(QDII)38,1002.374¥90,449
买入513500.SH博时标普500ETF(QDII)33,5002.703¥90,550
▶gold买11 笔¥185,580
说明: 黄金ETF(518880,静态) · 权重 3.7% · 持仓 1 只 · 信号日 2026-10-15
方向代码名称股数价格金额
买入518880.SH华安易富黄金ETF21,9008.474¥185,580
▶lowamp买1717 笔¥299,953
说明: 低振幅Top20(regime) · 权重 12.3% · 持仓 22 只 · 信号日 2026-10-14
方向代码名称股数价格金额
买入000016.SZ*ST康佳A7,3002.460¥17,958
买入000028.SZ国药一致90019.750¥17,775
买入000538.SZ云南白药30050.890¥15,267
买入000541.SZ佛山照明3,8004.910¥18,658
买入000885.SZ城发环境1,50011.740¥17,610
买入000958.SZ电投产融3,5004.990¥17,465
买入600029.SH南方航空3,6004.810¥17,316
买入600079.SHST人福1,00019.180¥19,180
买入600285.SH羚锐制药1,00019.080¥19,080
买入600332.SH白云山90019.690¥17,721
买入600600.SH青岛啤酒30050.420¥15,126
买入600905.SH三峡能源4,9003.530¥17,297
买入601158.SH重庆水务4,5004.040¥18,180
买入601186.SH中国铁建3,0006.060¥18,180
买入601456.SH国联民生2,1008.380¥17,598
买入601669.SH中国电建3,9004.580¥17,862
买入601878.SH浙商证券2,0008.840¥17,680
▶lowytm买1717 笔¥262,065
说明: 低价高YTM转债Top20 · 权重 6.5% · 持仓 17 只 · 信号日 2026-10-12
方向代码名称股数价格金额
买入110075.SH南航转债150106.450¥15,967
买入110081.SH闻泰转债150100.586¥15,087
买入110092.SH三房转债22073.208¥16,105
买入110095.SH双良转债120111.653¥13,398
买入113049.SH长汽转债150106.141¥15,921
买入113616.SH韦尔转债140109.571¥15,339
买入113633.SH科沃转债140110.960¥15,534
买入118027.SH宏图转债160106.487¥17,037
买入123071.SZ天能转债130114.882¥14,934
买入123090.SZ三诺转债140111.656¥15,631
买入123117.SZ健帆转债140109.461¥15,324
买入127025.SZ冀东转债150105.840¥15,876
买入127027.SZ能化转债140110.135¥15,418
买入127033.SZ中装转217089.726¥15,253
买入127049.SZ希望转2140108.072¥15,130
买入127061.SZ美锦转债140108.400¥15,176
买入128135.SZ洽洽转债130114.888¥14,935
▶pe买99 笔¥63,933
说明: PE历史分位Top20(中性化) · 权重 3.3% · 持仓 16 只 · 信号日 2026-10-14
方向代码名称股数价格金额
买入000100.SZTCL科技1,7004.630¥7,871
买入000620.SZ盈新发展2,7003.020¥8,154
买入002050.SZ三花智控20033.940¥6,788
买入300058.SZ蓝色光标70012.050¥8,435
买入300456.SZ赛微电子20033.060¥6,612
买入300657.SZ弘信电子20031.180¥6,236
买入300975.SZ商络电子30022.260¥6,678
买入600601.SH方正科技60012.650¥7,590
买入601138.SH工业富联10055.690¥5,569
▶core_portfolio_v2(6成员 inv_vol 120日稳定档,#85)买60 · 6 个成员60 笔¥4,453,926
▶analyst买99 笔¥18,902
说明: 研报目标价Top30 · 权重 1.7% · 持仓 27 只 · 信号日 2026-10-14
方向代码名称股数价格金额
买入000973.SZ佛塑科技20011.870¥2,374
买入002497.SZ雅化集团10015.720¥1,572
买入300580.SZ贝斯特10017.350¥1,735
买入600882.SH妙可蓝多10019.210¥1,921
买入601633.SH长城汽车20013.410¥2,682
买入603659.SH璞泰来10021.860¥2,186
买入603861.SH白云电器20011.000¥2,200
买入603876.SH鼎胜新材10017.120¥1,712
买入605286.SH同力天启10025.200¥2,520
▶bond5y买11 笔¥3,447,272
说明: 5年国债ETF(静态) · 权重 69.0% · 持仓 1 只 · 信号日 2026-10-15
方向代码名称股数价格金额
买入511010.SH国泰上证5年期国债ETF24,500140.705¥3,447,272
▶dvttm买1313 笔¥129,203
说明: 红利dv_ttm Top20 · 权重 3.9% · 持仓 14 只 · 信号日 2026-10-14
方向代码名称股数价格金额
买入000001.SZ平安银行80011.780¥9,424
买入000333.SZ美的集团10081.740¥8,173
买入000651.SZ格力电器20038.320¥7,664
买入000703.SZ恒逸石化50016.290¥8,145
买入000858.SZ五粮液40070.140¥28,056
买入600016.SH民生银行2,7003.540¥9,558
买入600036.SH招商银行20041.710¥8,342
买入600919.SH江苏银行70012.570¥8,799
买入601166.SH兴业银行50018.240¥9,120
买入601318.SH中国平安10052.670¥5,267
买入601328.SH交通银行8007.830¥6,264
买入601857.SH中国石油90011.590¥10,431
买入601919.SH中远海控60016.600¥9,960
▶gold买11 笔¥104,230
说明: 黄金ETF(518880,静态) · 权重 2.1% · 持仓 1 只 · 信号日 2026-10-15
方向代码名称股数价格金额
买入518880.SH华安易富黄金ETF12,3008.474¥104,230
▶lowamp买1919 笔¥411,619
说明: 低振幅Top20(regime) · 权重 14.9% · 持仓 22 只 · 信号日 2026-10-14
方向代码名称股数价格金额
买入000016.SZ*ST康佳A8,9002.460¥21,894
买入000028.SZ国药一致1,10019.750¥21,725
买入000538.SZ云南白药40050.890¥20,356
买入000541.SZ佛山照明4,7004.910¥23,077
买入000885.SZ城发环境1,80011.740¥21,132
买入000958.SZ电投产融4,3004.990¥21,457
买入002884.SZ凌霄泵业1,40015.360¥21,504
买入600029.SH南方航空4,4004.810¥21,164
买入600079.SHST人福1,20019.180¥23,016
买入600285.SH羚锐制药1,20019.080¥22,895
买入600332.SH白云山1,10019.690¥21,659
买入600600.SH青岛啤酒40050.420¥20,168
买入600905.SH三峡能源6,0003.530¥21,180
买入601158.SH重庆水务5,5004.040¥22,220
买入601186.SH中国铁建3,7006.060¥22,422
买入601456.SH国联民生2,5008.380¥20,950
买入601669.SH中国电建4,8004.580¥21,984
买入601878.SH浙商证券2,4008.840¥21,216
买入603167.SH渤海轮渡2,7008.000¥21,600
▶lowytm买1717 笔¥342,700
说明: 低价高YTM转债Top20 · 权重 8.4% · 持仓 17 只 · 信号日 2026-10-12
方向代码名称股数价格金额
买入110075.SH南航转债190106.450¥20,225
买入110081.SH闻泰转债200100.586¥20,117
买入110092.SH三房转债28073.208¥20,498
买入110095.SH双良转债160111.653¥17,864
买入113049.SH长汽转债190106.141¥20,166
买入113616.SH韦尔转债180109.571¥19,722
买入113633.SH科沃转债180110.960¥19,972
买入118027.SH宏图转债210106.487¥22,362
买入123071.SZ天能转债180114.882¥20,678
买入123090.SZ三诺转债180111.656¥20,098
买入123117.SZ健帆转债180109.461¥19,702
买入127025.SZ冀东转债190105.840¥20,109
买入127027.SZ能化转债180110.135¥19,824
买入127033.SZ中装转223089.726¥20,636
买入127049.SZ希望转2180108.072¥19,452
买入127061.SZ美锦转债190108.400¥20,596
买入128135.SZ洽洽转债180114.888¥20,679
▶v2对照组-dd_inverse回撤倒数(6成员,#85)买66 · 6 个成员66 笔¥4,447,698
▶analyst买1515 笔¥49,542
说明: 研报目标价Top30 · 权重 2.4% · 持仓 27 只 · 信号日 2026-10-14
方向代码名称股数价格金额
买入000973.SZ佛塑科技30011.870¥3,560
买入002245.SZ蔚蓝锂芯20016.350¥3,270
买入002497.SZ雅化集团20015.720¥3,144
买入002709.SZ天赐材料10032.690¥3,269
买入300580.SZ贝斯特20017.350¥3,470
买入300617.SZ安靠智电10034.220¥3,422
买入600882.SH妙可蓝多20019.210¥3,842
买入601633.SH长城汽车30013.410¥4,023
买入603324.SH盛剑科技10023.550¥2,355
买入603659.SH璞泰来10021.860¥2,186
买入603861.SH白云电器40011.000¥4,400
买入603876.SH鼎胜新材20017.120¥3,424
买入605286.SH同力天启10025.200¥2,520
买入688249.SH晶合集成10030.010¥3,001
买入689009.SH九号公司10036.560¥3,656
▶bond5y买11 笔¥3,405,061
说明: 5年国债ETF(静态) · 权重 68.2% · 持仓 1 只 · 信号日 2026-10-15
方向代码名称股数价格金额
买入511010.SH国泰上证5年期国债ETF24,200140.705¥3,405,061
▶dvttm买1313 笔¥262,328
说明: 红利dv_ttm Top20 · 权重 8.3% · 持仓 14 只 · 信号日 2026-10-14
方向代码名称股数价格金额
买入000001.SZ平安银行1,70011.780¥20,026
买入000333.SZ美的集团20081.740¥16,347
买入000651.SZ格力电器50038.320¥19,160
买入000703.SZ恒逸石化1,00016.290¥16,290
买入000858.SZ五粮液50070.140¥35,070
买入600016.SH民生银行5,8003.540¥20,532
买入600036.SH招商银行50041.710¥20,855
买入600919.SH江苏银行1,60012.570¥20,112
买入601166.SH兴业银行1,10018.240¥20,064
买入601318.SH中国平安30052.670¥15,801
买入601328.SH交通银行1,7007.830¥13,311
买入601857.SH中国石油2,00011.590¥23,180
买入601919.SH中远海控1,30016.600¥21,580
▶gold买11 笔¥173,717
说明: 黄金ETF(518880,静态) · 权重 3.5% · 持仓 1 只 · 信号日 2026-10-15
方向代码名称股数价格金额
买入518880.SH华安易富黄金ETF20,5008.474¥173,717
▶lowamp买1919 笔¥311,399
说明: 低振幅Top20(regime) · 权重 11.5% · 持仓 22 只 · 信号日 2026-10-14
方向代码名称股数价格金额
买入000016.SZ*ST康佳A6,9002.460¥16,974
买入000028.SZ国药一致80019.750¥15,800
买入000538.SZ云南白药30050.890¥15,267
买入000541.SZ佛山照明3,6004.910¥17,676
买入000885.SZ城发环境1,40011.740¥16,436
买入000958.SZ电投产融3,3004.990¥16,467
买入002884.SZ凌霄泵业1,00015.360¥15,360
买入600029.SH南方航空3,4004.810¥16,353
买入600079.SHST人福90019.180¥17,262
买入600285.SH羚锐制药90019.080¥17,172
买入600332.SH白云山80019.690¥15,752
买入600600.SH青岛啤酒30050.420¥15,126
买入600905.SH三峡能源4,6003.530¥16,238
买入601158.SH重庆水务4,2004.040¥16,968
买入601186.SH中国铁建2,8006.060¥16,968
买入601456.SH国联民生1,9008.380¥15,922
买入601669.SH中国电建3,7004.580¥16,946
买入601878.SH浙商证券1,8008.840¥15,912
买入603167.SH渤海轮渡2,1008.000¥16,800
▶lowytm买1717 笔¥245,651
说明: 低价高YTM转债Top20 · 权重 6.1% · 持仓 17 只 · 信号日 2026-10-12
方向代码名称股数价格金额
买入110075.SH南航转债140106.450¥14,903
买入110081.SH闻泰转债140100.586¥14,082
买入110092.SH三房转债20073.208¥14,641
买入110095.SH双良转债110111.653¥12,281
买入113049.SH长汽转债140106.141¥14,859
买入113616.SH韦尔转债130109.571¥14,244
买入113633.SH科沃转债130110.960¥14,424
买入118027.SH宏图转债150106.487¥15,973
买入123071.SZ天能转债130114.882¥14,934
买入123090.SZ三诺转债130111.656¥14,515
买入123117.SZ健帆转债130109.461¥14,229
买入127025.SZ冀东转债140105.840¥14,817
买入127027.SZ能化转债130110.135¥14,317
买入127033.SZ中装转216089.726¥14,356
买入127049.SZ希望转2130108.072¥14,049
买入127061.SZ美锦转债130108.400¥14,092
买入128135.SZ洽洽转债130114.888¥14,935
▶v2对照组-equal等权(6成员,#85)买77 · 6 个成员77 笔¥3,952,361
▶analyst买2525 笔¥611,738
说明: 研报目标价Top30 · 权重 16.7% · 持仓 27 只 · 信号日 2026-10-14
方向代码名称股数价格金额
买入000973.SZ佛塑科技2,40011.870¥28,487
买入001301.SZ尚太科技50046.380¥23,190
买入002245.SZ蔚蓝锂芯1,50016.350¥24,525
买入002497.SZ雅化集团1,60015.720¥25,152
买入002709.SZ天赐材料80032.690¥26,152
买入002812.SZ恩捷股份60045.840¥27,504
买入300438.SZ鹏辉能源50049.380¥24,690
买入300469.SZ信息发展50050.670¥25,335
买入300580.SZ贝斯特1,50017.350¥26,025
买入300617.SZ安靠智电70034.220¥23,954
买入300763.SZ锦浪科技40053.340¥21,336
买入301232.SZ飞沃科技20077.200¥15,440
买入301358.SZ湖南裕能40051.200¥20,480
买入301631.SZ壹连科技30057.820¥17,346
买入600882.SH妙可蓝多1,60019.210¥30,736
买入601633.SH长城汽车2,10013.410¥28,161
买入603324.SH盛剑科技1,00023.550¥23,550
买入603659.SH璞泰来1,20021.860¥26,232
买入603861.SH白云电器2,80011.000¥30,800
买入603876.SH鼎胜新材1,50017.120¥25,680
买入605286.SH同力天启1,10025.200¥27,720
买入605499.SH东鹏饮料200113.040¥22,608
买入688249.SH晶合集成70030.010¥21,007
买入688411.SH海博思创100163.800¥16,380
买入689009.SH九号公司80036.560¥29,248
▶bond5y买11 笔¥830,159
说明: 5年国债ETF(静态) · 权重 16.7% · 持仓 1 只 · 信号日 2026-10-15
方向代码名称股数价格金额
买入511010.SH国泰上证5年期国债ETF5,900140.705¥830,159
▶dvttm买1414 笔¥535,855
说明: 红利dv_ttm Top20 · 权重 16.7% · 持仓 14 只 · 信号日 2026-10-14
方向代码名称股数价格金额
买入000001.SZ平安银行3,40011.780¥40,052
买入000333.SZ美的集团40081.740¥32,695
买入000651.SZ格力电器1,00038.320¥38,320
买入000703.SZ恒逸石化2,10016.290¥34,209
买入000858.SZ五粮液80070.140¥56,112
买入301047.SZ义翘神州100147.770¥14,777
买入600016.SH民生银行11,7003.540¥41,418
买入600036.SH招商银行1,00041.710¥41,710
买入600919.SH江苏银行3,30012.570¥41,481
买入601166.SH兴业银行2,20018.240¥40,128
买入601318.SH中国平安70052.670¥36,869
买入601328.SH交通银行3,5007.830¥27,405
买入601857.SH中国石油4,10011.590¥47,519
买入601919.SH中远海控2,60016.600¥43,160
▶gold买11 笔¥832,994
说明: 黄金ETF(518880,静态) · 权重 16.7% · 持仓 1 只 · 信号日 2026-10-15
方向代码名称股数价格金额
买入518880.SH华安易富黄金ETF98,3008.474¥832,994
▶lowamp买1919 笔¥452,820
说明: 低振幅Top20(regime) · 权重 16.7% · 持仓 22 只 · 信号日 2026-10-14
方向代码名称股数价格金额
买入000016.SZ*ST康佳A10,0002.460¥24,600
买入000028.SZ国药一致1,20019.750¥23,700
买入000538.SZ云南白药40050.890¥20,356
买入000541.SZ佛山照明5,2004.910¥25,532
买入000885.SZ城发环境2,00011.740¥23,480
买入000958.SZ电投产融4,8004.990¥23,952
买入002884.SZ凌霄泵业1,50015.360¥23,040
买入600029.SH南方航空4,9004.810¥23,568
买入600079.SHST人福1,30019.180¥24,934
买入600285.SH羚锐制药1,40019.080¥26,711
买入600332.SH白云山1,20019.690¥23,628
买入600600.SH青岛啤酒40050.420¥20,168
买入600905.SH三峡能源6,7003.530¥23,651
买入601158.SH重庆水务6,2004.040¥25,048
买入601186.SH中国铁建4,1006.060¥24,846
买入601456.SH国联民生2,8008.380¥23,464
买入601669.SH中国电建5,3004.580¥24,274
买入601878.SH浙商证券2,7008.840¥23,868
买入603167.SH渤海轮渡3,0008.000¥24,000
▶lowytm买1717 笔¥688,795
说明: 低价高YTM转债Top20 · 权重 16.7% · 持仓 17 只 · 信号日 2026-10-12
方向代码名称股数价格金额
买入110075.SH南航转债380106.450¥40,451
买入110081.SH闻泰转债400100.586¥40,234
买入110092.SH三房转债56073.208¥40,996
买入110095.SH双良转债320111.653¥35,728
买入113049.SH长汽转债380106.141¥40,333
买入113616.SH韦尔转债370109.571¥40,541
买入113633.SH科沃转债370110.960¥41,055
买入118027.SH宏图转债430106.487¥45,789
买入123071.SZ天能转债350114.882¥40,208
买入123090.SZ三诺转债370111.656¥41,312
买入123117.SZ健帆转债370109.461¥40,500
买入127025.SZ冀东转债380105.840¥40,219
买入127027.SZ能化转债370110.135¥40,749
买入127033.SZ中装转245089.726¥40,376
买入127049.SZ希望转2370108.072¥39,986
买入127061.SZ美锦转债370108.400¥40,108
买入128135.SZ洽洽转债350114.888¥40,210
▶v2对照组-ERC等风险贡献(6成员,#85)买60 · 6 个成员60 笔¥4,453,926
▶analyst买99 笔¥18,902
说明: 研报目标价Top30 · 权重 1.7% · 持仓 27 只 · 信号日 2026-10-14
方向代码名称股数价格金额
买入000973.SZ佛塑科技20011.870¥2,374
买入002497.SZ雅化集团10015.720¥1,572
买入300580.SZ贝斯特10017.350¥1,735
买入600882.SH妙可蓝多10019.210¥1,921
买入601633.SH长城汽车20013.410¥2,682
买入603659.SH璞泰来10021.860¥2,186
买入603861.SH白云电器20011.000¥2,200
买入603876.SH鼎胜新材10017.120¥1,712
买入605286.SH同力天启10025.200¥2,520
▶bond5y买11 笔¥3,447,272
说明: 5年国债ETF(静态) · 权重 69.0% · 持仓 1 只 · 信号日 2026-10-15
方向代码名称股数价格金额
买入511010.SH国泰上证5年期国债ETF24,500140.705¥3,447,272
▶dvttm买1313 笔¥129,203
说明: 红利dv_ttm Top20 · 权重 3.9% · 持仓 14 只 · 信号日 2026-10-14
方向代码名称股数价格金额
买入000001.SZ平安银行80011.780¥9,424
买入000333.SZ美的集团10081.740¥8,173
买入000651.SZ格力电器20038.320¥7,664
买入000703.SZ恒逸石化50016.290¥8,145
买入000858.SZ五粮液40070.140¥28,056
买入600016.SH民生银行2,7003.540¥9,558
买入600036.SH招商银行20041.710¥8,342
买入600919.SH江苏银行70012.570¥8,799
买入601166.SH兴业银行50018.240¥9,120
买入601318.SH中国平安10052.670¥5,267
买入601328.SH交通银行8007.830¥6,264
买入601857.SH中国石油90011.590¥10,431
买入601919.SH中远海控60016.600¥9,960
▶gold买11 笔¥104,230
说明: 黄金ETF(518880,静态) · 权重 2.1% · 持仓 1 只 · 信号日 2026-10-15
方向代码名称股数价格金额
买入518880.SH华安易富黄金ETF12,3008.474¥104,230
▶lowamp买1919 笔¥411,619
说明: 低振幅Top20(regime) · 权重 14.9% · 持仓 22 只 · 信号日 2026-10-14
方向代码名称股数价格金额
买入000016.SZ*ST康佳A8,9002.460¥21,894
买入000028.SZ国药一致1,10019.750¥21,725
买入000538.SZ云南白药40050.890¥20,356
买入000541.SZ佛山照明4,7004.910¥23,077
买入000885.SZ城发环境1,80011.740¥21,132
买入000958.SZ电投产融4,3004.990¥21,457
买入002884.SZ凌霄泵业1,40015.360¥21,504
买入600029.SH南方航空4,4004.810¥21,164
买入600079.SHST人福1,20019.180¥23,016
买入600285.SH羚锐制药1,20019.080¥22,895
买入600332.SH白云山1,10019.690¥21,659
买入600600.SH青岛啤酒40050.420¥20,168
买入600905.SH三峡能源6,0003.530¥21,180
买入601158.SH重庆水务5,5004.040¥22,220
买入601186.SH中国铁建3,7006.060¥22,422
买入601456.SH国联民生2,5008.380¥20,950
买入601669.SH中国电建4,8004.580¥21,984
买入601878.SH浙商证券2,4008.840¥21,216
买入603167.SH渤海轮渡2,7008.000¥21,600
▶lowytm买1717 笔¥342,700
说明: 低价高YTM转债Top20 · 权重 8.4% · 持仓 17 只 · 信号日 2026-10-12
方向代码名称股数价格金额
买入110075.SH南航转债190106.450¥20,225
买入110081.SH闻泰转债200100.586¥20,117
买入110092.SH三房转债28073.208¥20,498
买入110095.SH双良转债160111.653¥17,864
买入113049.SH长汽转债190106.141¥20,166
买入113616.SH韦尔转债180109.571¥19,722
买入113633.SH科沃转债180110.960¥19,972
买入118027.SH宏图转债210106.487¥22,362
买入123071.SZ天能转债180114.882¥20,678
买入123090.SZ三诺转债180111.656¥20,098
买入123117.SZ健帆转债180109.461¥19,702
买入127025.SZ冀东转债190105.840¥20,109
买入127027.SZ能化转债180110.135¥19,824
买入127033.SZ中装转223089.726¥20,636
买入127049.SZ希望转2180108.072¥19,452
买入127061.SZ美锦转债190108.400¥20,596
买入128135.SZ洽洽转债180114.888¥20,679